+140.6%
EXE vs PENG
+88.5%
+52.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -1.9% |
| 7D | -6.6% | -19.4% | +12.9% | -5.3% |
| 30D | -4.0% | -42.4% | +38.4% | -0.4% |
| 3M | -7.5% | -25.6% | +18.2% | -6.4% |
| 6M | -11.7% | +7.3% | -18.9% | -15.9% |
| YTD | -22.0% | +113.9% | -135.8% | -32.2% |
| 1Y | -21.8% | +93.6% | -115.4% | -31.3% |
| 3Y | +8.0% | +170.2% | -162.2% | -14.1% |
| 5Y | +62.3% | +44.2% | +18.1% | +32.1% |
| All | +140.6% | +88.5% | +52.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling